Testing structural breaks versus long memory with the Box–Pierce statistics: a Monte Carlo study

Luisa Bisaglia () and Margherita Gerolimetto ()

Statistical Methods & Applications, 2009, vol. 18, issue 4, 543-553

Keywords: Long memory; Occasional structural breaks; Box–Pierce test (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10260-008-0112-x

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